Differential invariant

The simplest case is for differential invariants for one independent variable x and one dependent variable y. Let G be a Lie group acting on R². Then G also acts, locally, on the space of all graphs of the form y = ƒ(x). Roughly speaking, a k-th order differential invariant is a function

${\displaystyle I\left(x,y,{\frac {dy}{dx}},\dots ,{\frac {d^{k}y}{dx^{k}}}\right)}$

depending on y and its first k derivatives with respect to x, that is invariant under the action of the group.

The group can act on the higher-order derivatives in a nontrivial manner that requires computing the prolongation of the group action. The action of G on the first derivative, for instance, is such that the chain rule continues to hold: if

${\displaystyle ({\overline {x}},{\overline {y}})=g\cdot (x,y),}$

then

${\displaystyle g\cdot \left(x,y,{\frac {dy}{dx}}\right){\stackrel {\text{def}}{=}}\left({\overline {x}},{\overline {y}},{\frac {d{\overline {y}}}{d{\overline {x}}}}\right).}$

Similar considerations apply for the computation of higher prolongations. This method of computing the prolongation is impractical, however, and it is much simpler to work infinitesimally at the level of Lie algebras and the Lie derivative along the G action.

More generally, differential invariants can be considered for mappings from any smooth manifold X into another smooth manifold Y for a Lie group acting on the Cartesian product X×Y. The graph of a mapping X → Y is a submanifold of X×Y that is everywhere transverse to the fibers over X. The group G acts, locally, on the space of such graphs, and induces an action on the k-th prolongation Y^(k) consisting of graphs passing through each point modulo the relation of k-th order contact. A differential invariant is a function on Y^(k) that is invariant under the prolongation of the group action.

• Differential invariants can be applied to the study of systems of partial differential equations: seeking similarity solutions that are invariant under the action of a particular group can reduce the dimension of the problem (i.e. yield a "reduced system").[2]
• Noether's theorem implies the existence of differential invariants corresponding to every differentiable symmetry of a variational problem.
• Flow characteristics using computer vision[3]
• Geometric integration

• Cartan's equivalence method

• Guggenheimer, Heinrich (1977), Differential Geometry, New York: Dover Publications, ISBN 978-0-486-63433-3.
• Lie, Sophus (1884), "Über Differentialinvarianten", Gesammelte Adhandlungen, 6, Leipzig: B.G. Teubner, pp. 95–138; English translation: Ackerman, M; Hermann, R (1975), Sophus Lie's 1884 Differential Invariant Paper, Brookline, Mass.: Math Sci Press.
• Olver, Peter J. (1993), Applications of Lie groups to differential equations (2nd ed.), Berlin, New York: Springer-Verlag, ISBN 978-0-387-94007-6.
• Olver, Peter J. (1995), Equivalence, Invariants, and Symmetry, Cambridge University Press, ISBN 978-0-521-47811-3.
• Mansfield, Elizabeth Louise (2009), A Practical Guide to the Invariant Calculus (PDF); to be published by Cambridge 2010, ISBN 978-0-521-85701-7.

• Invariant Variation Problems